-10.2%
ASX vs MDB
+14.0%
-24.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -7.2% | -13.5% | -19.8% |
| 7D | -33.3% | -20.9% | -12.4% | -31.6% |
| 30D | -36.5% | -15.6% | -20.9% | -34.8% |
| 3M | -19.2% | -19.1% | -0.1% | -16.1% |
| 6M | -10.2% | +14.2% | -24.4% | +4.3% |
| All | -10.2% | +14.0% | -24.2% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling